-55.0%
DOCS vs NI
+111.5%
-166.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.6% | +1.5% | -2.1% | -0.8% |
| 30D | +6.3% | +11.9% | -5.6% | +3.9% |
| 3M | +26.5% | +9.1% | +17.4% | +24.2% |
| 6M | +24.8% | -1.8% | +26.5% | +25.0% |
| YTD | -26.8% | +11.4% | -38.1% | -29.9% |
| 1Y | -38.3% | +6.4% | -44.7% | -40.0% |
| 3Y | +36.0% | +98.2% | -62.2% | +9.5% |
| 5Y | -55.0% | +110.1% | -165.0% | -60.4% |
| All | -55.0% | +111.5% | -166.5% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling